Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47396.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45998.8 Kr¶

PnL: ---------------------------------------> -889.77 Kr¶

DD now: ---------------------------------> -2.536 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:23:42.263881'

Anic Portfolio¶

Today¶

Return: -0.274 %¶

This Week¶

Return: -0.274 %¶

Total¶

Return: 55.165 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.230000 770.400000 97.400000 14.470000 673.000000
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 0.330000 3526.400000 72.400000 2.100000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.120000 3416.000000 39.000000 1.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
AcadeMedia 12 0.990000 585.120000 28.120000 5.050000 557.000004
Resurs Holding 22 -1.370000 601.700000 27.700000 4.830000 573.999998
Swedbank A 3 -0.380000 587.100000 23.100000 4.100000 564.000000
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Norva24 Group 16 -0.110000 559.360000 16.360000 3.010000 543.000000
Intrum 4 -1.170000 541.600000 14.600000 2.770000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Corem Property Group B 59 -5.480000 579.970000 2.970000 0.510000 576.999999
Securitas B 6 -2.590000 572.760000 2.760000 0.480000 570.000000
Creaspac SPAC 6 -0.310000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -4.010000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 -2.000000 530.000000 -2.000000 -0.380000 532.000000
Handelsbanken A 5 0.230000 541.500000 -4.500000 -0.820000 546.000000
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
Midsona B 63 -0.670000 563.850000 -19.150000 -3.280000 582.999984
CTEK 13 -1.300000 502.970000 -31.030000 -5.810000 533.999999
International Petroleum Corp. 5 -2.350000 560.500000 -34.070000 -5.730000 594.565215
Essity B 2 0.900000 539.200000 -34.800000 -6.060000 574.000000
Sampo Oyj SDB 7 0.740000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.480000 562.250000 -50.750000 -8.280000 612.999432
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 0.760000 3717.000000 -94.000000 -2.470000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 0.620000 1454.400000 -209.600000 -12.600000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -2.430000 2714.400000 -647.600000 -19.260000 3361.999992
TOTAL 45998.800000 -889.770000 -2.53562% 46888.564618

Updated:¶

'2023-01-30 11:23:56.060226'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶